Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418784.3543 | 300654.4213 | 118129.933 | 267105.4739 | 209324.0713 | 57781.4026 |
Total P&L (%) | 418.7844 | 300.6544 | 118.1299 | 267.1055 | 209.3241 | 57.7814 |
Avg Daily Profit (%) | 0.2226 | 0.1598 | 0.0628 | 0.0692 | 0.06 | 0.0242 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133066 | -129587 | -71555 | -987441 | -732292 | -469432 |
Profit Factor | 1.3326 | 1.4413 | 1.2044 | 1.0475 | 1.0688 | 1.0224 |
Total Trades | 353 | 177 | 176 | 353 | 177 | 176 |
Winning Trades | 163 | 74 | 89 | 163 | 74 | 89 |
Losing Trades | 190 | 103 | 87 | 190 | 103 | 87 |
Profitability (%) | 46.1756 | 41.8079 | 50.5682 | 46.1756 | 41.8079 | 50.5682 |
Ratio Avg Win / Avg Loss | 1.5533 | 2.0062 | 1.1773 | 1.221 | 1.4877 | 0.9994 |
Largest Winning Trade | 89807 | 89807 | 39964 | 290608 | 290608 | 199636 |
Largest Losing Trade | -38608 | -38608 | -31255 | -196559 | -196559 | -191807 |
Avg Bars in Trades | 21 | 25 | 16 | 21 | 25 | 16 |
Avg Bars in Winners | 24 | 28 | 21 | 24 | 28 | 21 |
Avg Bars in Losers | 18 | 24 | 11 | 18 | 24 | 11 |
Bars Traded | 7443 | 4557 | 2886 | 7443 | 4557 | 2886 |
Profit Streak | 6.2745 | 52.2745 | 0 | 6.2745 | 52.2745 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379360 | 297909 | -108865 | -267575 | -258609 | -358186 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 2, "offset": 0, "multiplier": 2.98958 } }, "second_band": { "type": "dcm", "factors": { "length": 59, "offset": 0 } } }
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{ "trading_pair": "YFI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7525, "evaluation_days": 1881.25, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1598313600000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759602917029, "expiration_time": 1764455400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 2, "offset": 0, "multiplier": 2.98958 } }, "second_band": { "type": "dcm", "factors": { "length": 59, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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